Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
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Publication:2407771
DOI10.1016/j.spl.2017.02.003zbMath1380.62117OpenAlexW2588563521MaRDI QIDQ2407771
Sadegh Rezaei, Shokofeh Zinodiny, Saralees Nadarajah
Publication date: 6 October 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.02.003
Bayes estimationminimax estimationbalanced loss functionmatrix-variate normal distributionmean matrix
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Cites Work
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- Correlation inequalities on some partially ordered sets
- On estimation of matrix of normal mean
- Minimax estimators in the normal MANOVA model
- Simultaneous estimation of the multivariate normal mean under balanced loss function
- Empirical Bayes on vector observations: An extension of Stein's method
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